Hu, Qilin (2016) Autocorrelation-based factor analysis and nonlinear shrinkage estimation of large integrated covariance matrix. PhD thesis, The London School of Economics and Political Science (LSE).
from LSE Theses Online: No conditions. Results ordered -Date Deposited. http://ift.tt/2t4P72r
lundi 10 juillet 2017
Autocorrelation-based factor analysis and nonlinear shrinkage estimation of large integrated covariance matrix
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